Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,530 CHF | 505,030 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,748 CHF | 504,248 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,672 CHF | 503,172 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,931 CHF | 503,431 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,021 CHF | 504,521 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,912 CHF | 504,412 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,556 CHF | 505,056 CHF | 99.39% | 99.39% |
04/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,426 CHF | 505,926 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,528 CHF | 505,028 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,780 CHF | 504,280 CHF | 99.38% | 99.38% |